Description Usage Arguments Details
Given output of trac
, solves the least squares problem with
compositional constraint on the features selected by trac.
1 | refit_trac(fit, Z, y, A, tol = 1e-05)
|
fit |
output of trac |
Z, y, A |
same arguments as passed to |
tol |
tolerance for deciding whether a gamma value is zero |
minimize_beta, beta0, gamma 1/(2n) || y - beta0 1_n - Z beta ||^2 subject to gamma_trac nonselected = 0, beta = A gamma, 1_p^T beta = 0
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